The Bees meet Arsenal on New Year's Day tomorrow.
"Arsenal is the best set-piece team not only in the Premier League but in the world right now," said Frank.
“They are so aggressive and they are well-coached - but we are also good at set-pieces and we will be ready.
"We are good at defending corners. As far as I know, we have only conceded from one corner so far - which was a short corner against Bournemouth - in the Premier League this season.
"We defend very well so we trust our own processes but, of course, with huge respect to Arsenal and what they can come with.
"We know we need to play our 'A' game; not just in set-pieces but with every aspect of the game."
Brentford host the Gunners late on Wednesday afternoon.
Frank continued: "We’re facing a very good Arsenal team.
“In a way, I think they’ve gone under the radar because there is so much talk about Manchester City and Manchester United - and Liverpool, of course, because they are doing fantastically. Also Chelsea who are maybe doing better than people expected.
“They have performed consistently well, Arsenal. They look so competitive in every area. They defend well, they attack well, they’re fantastic on set-pieces; it’s going to be a tough test.
“But we are at home, we’ll put a competitive team out there, and we’ll do whatever we can to try and win the game."